Results 281 to 290 of about 91,294 (309)
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Tail dependence and heavy tailedness in extreme risks

Insurance: Mathematics and Economics, 2021
Ken Seng Tan, Fan Yang
exaly  

Taylor’s law and heavy-tailed distributions

Proceedings of the National Academy of Sciences, 2021
Lindquist, W. Brent   +1 more
openaire   +3 more sources

Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations

Studies in Nonlinear Dynamics and Econometrics, 2022
Jiazhu Pan
exaly  

Heavy and super-heavy tail analysis

2012
In this chapter we summarize results in extreme value theory, which are primarily based on the condition that the upper tail of the underlying df is in the δ-neighborhood of a generalized Pareto distribution (GPD). This condition, which looks a bit restrictive at first sight (see Section 2.2), is however essentially equivalent to the condition that ...
Fraga Alves, Isabel   +2 more
openaire   +1 more source

Heavy-Tailed Time Series

2020
Kulik, Rafal, Soulier, Philippe
openaire   +1 more source

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